The church was founded in 1369 following the renovation of the fortifications in the so-called Quartiere delle Case nuove.
It was originally dedicated to San Gregorio, whose relics were transferred to Cremona in 993 and first placed in a church dedicated to him near the Cathedral, then in the church of San Michele, and finally moved to the new sacred building.
The dedication to the Holy Trinity is due to the presence of the Confraternity of the same name since the 16th century.
Restoration work on the façade has revealed the original single-spired structure, while the beautiful Gothic single-lancet windows are still visible on the right-hand side. 
Of interest are the graffiti on the bricks in the southern part of the church, which can be traced back to the presence of pilgrims who stopped there to pray. In fact, the domus hospitalis was built next to the sacred building specifically for pilgrims.

The interior was originally frescoed with a 15th-century cycle of paintings, which has been partially rediscovered. On the altars, there are 17th- and 18th-century paintings and wooden sculptures.